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May 29, 2021 17:45
pi estimate via Monte Carlo simulation
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#!/usr/bin/env python | |
# Estimating the value of pi via Monte Carlo simulation | |
from random import random | |
import numpy as np | |
import matplotlib.pyplot as plt | |
trials = list(np.linspace(10,1000000, 1000)) # different number of trials | |
pi = [] | |
def mc_multiple_runs(trials, hits = 0): | |
''' | |
(float, int) -> (float) | |
This function returns the number of hits you get for each monte carlo run | |
''' | |
for i in range(int(trials)): | |
x, y = random() , random() # generate random x,y in (0,1] at each run | |
if x**2 + y**2 < 1 : # defines the edge of the quadrant | |
hits = hits + 1 | |
return float(hits) | |
for i in trials: | |
pi.append(4*(mc_multiple_runs(i)/i)) | |
print 'hits : %d, trials: %d, estimate pi = %1.4F' %(mc_multiple_runs(i), i, 4*(mc_multiple_runs(i)/i) ) | |
# plot graphs | |
plt.plot(trials, pi, 'g') | |
plt.title('Estimating the value of pi via Monte Carlo') | |
plt.xlabel('# of Trials') | |
plt.ylabel('Estimated value of pi') | |
plt.ylim(3.11,3.17) | |
plt.show() | |
plt.hist(pi, bins = np.linspace(3.12,3.16,50), color='green') | |
plt.title('Estimating the value of pi via Monte Carlo') | |
plt.xlabel('Estimated value of pi') | |
plt.ylabel('Trials') | |
plt.xlim(3.13,3.15) | |
plt.show() |
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